Add training workflow, datasets, and runbook

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+Chapter 29: Introduction to Index Option Products and Futures 509 
+one is bidding for futures at a price of 1401.50 and a trade is printed at 1401.40, then 
+he can be certain that he has bought his contracts. 
+Futures exchange members who trade mainly for their own account from the 
+ring or pit are known as locals." They are somewhat akin to the stock option market­
+maker in that they may take the other side of public orders. Note, however, that they 
+do not have to make a public market as market-makers do. 
+MARGIN, LIMITS, AND QUOTES 
+Futures contracts are traded on margin and are marked to market every day. 
+Generally, the amount of margin required is small in comparison to the total size of 
+the contract, so that there is tremendous leverage in trading futures. Anyone trading 
+the futures must deposit the initial margin amount in his account on the day he ini­
+tiates the trade. Then at the end of each day, the amount of gain or loss on the con­
+tract is computed, and the account is credited if there is a gain or debited if there is 
+a loss. In case of a loss, the trader must add more cash to his account to cover the 
+loss. This daily margin computation is known as maintenance margin. Treasury bills 
+or other securities are good collateral for the initial margin, but the daily variation 
+margin is required in cash. 
+Example: The S&P 500 futures contract is a cash-based futures contract that trades 
+on the Chicago Mercantile Exchange. Since the contract is settled in cash, there is 
+no actual physical commodity underlying the contract. Rather, the contract is based 
+on the value of the S&P 500 stock index. At the expiration of the contract, each open 
+contract is marked to market at the closing price of the S&P 500 stock index and dis­
+appears. All contracts are settled for cash on their final day and then they no longer 
+exist - they expire. The terms of the contract specify that each point of movement is 
+worth $250. Thus, if the S&P 500 Index itself is at 1405, then the S&P futures con­
+tract is a contract on $250 x 1405, or $351,250 worth of stocks comprising the index. 
+Assume the initial margin for one of these contracts is $30,000, although it may vary 
+at specific brokerage houses. 
+Suppose that a trader buys one December S&P futures contract for his account 
+sometime in October. With the underlying index at 1405.00, suppose he pays 1417.50 
+for the futures contract. It is normal for the futures to trade at a premium to the actu­
+al index price. The reasons regarding this will be discussed in a later section. Initially, 
+the customer puts up $30,000 as margin, and this may be in the form of T-bills. On 
+the next day, however, the market declines and the futures close at 1406.00. This rep­
+resents a loss of 11.50 points from the purchase price. At $250 per point, the trader 
+has a loss of $2,875 (250 x 11.50) at this time. He is required to add $2,875 in cash 
+into the account.